-8.4%
T vs ARM
+4.6%
-13.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -0.6% |
| 7D | +1.0% | -15.2% | +16.2% | +0.1% |
| 30D | -10.6% | -40.7% | +30.1% | -13.1% |
| 3M | -7.7% | -39.1% | +31.3% | -9.8% |
| 6M | -13.3% | -26.4% | +13.1% | -14.6% |
| YTD | -8.8% | +59.7% | -68.5% | -2.8% |
| 1Y | -8.4% | +10.3% | -18.7% | -8.4% |
| All | -8.4% | +4.6% | -13.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ARM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling